In DAW Mode, the DAW controls are sent over MIDIIN3, this is the port which needs to be selected inside of your chosen DAW's MIDI Port setup.
Please note that the location of the MIDI Port setup screen is subject to the DAW you are using.
If you would like to confirm whether or not your Oxygen Pro is sending MIDI data, please use Snoize MIDI Monitor for Mac OS, or MIDI-OX for Windows.
Once downloaded, select MIDIIN3 as your MIDI Input, then move or push any of the DAW controls on your Oxygen Pro to see its data appear on your screen.
Please also ensure that you search through our DAW setup guides HERE.